Calculating the Duration of a Fixed-Coupon Bond

Autor:	Stylianos Paganopoulos
Rok vydání:	2008
Předmět:	Bond duration Bond Econometrics Coupon Duration (project management) Mathematics
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
DOI:	10.2139/ssrn.1161051
Popis:	A formula is derived for calculating the duration of a fixed-coupon bond. The obtained formula is similar to that obtained by Babcock (1985) and Caks et al. (1985). Nevertheless, the analysis differs.
Databáze:	OpenAIRE
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